Py Vollib Options Pricing

使用 BSM 和 Black 模型对欧式期权进行定价和 Greeks 计算，支持连续股息收益率调整。

This skill is internally inconsistent: it says it's an options-pricing helper but its instructions expect a full quant/backtest environment (zvt), Python 3.12+, access to ZVT_HOME (~/.zvt), and will run Python commands that may create files. Before installing or invoking: (1) Confirm the authoritative source and license (homepage/source unknown and LICENSE is proprietary). (2) Ask the publisher which exact dependencies are required and why the skill must run zvt commands and touch ~/.zvt. (3) If you must try it, run it in an isolated environment (temporary VM or container) with no sensitive credentials and with ZVT_HOME pointed to a disposable directory. (4) If you don't use ZVT or have no need for backtest/trading execution, prefer a narrower tool that only exposes option pricing math. (5) Consider requesting a version that documents installs and required env vars in the registry metadata rather than only in SKILL.md.

Type: OpenClaw Skill Name: py-vollib-options-pricing Version: 0.3.3 The skill bundle provides a highly structured framework for European option pricing and Greeks calculation using Black-Scholes-Merton (BSM) and Black models. It utilizes an extensive set of domain-specific 'semantic locks' and 'fatal constraints' (primarily in seed.yaml and SKILL.md) to enforce rigorous financial modeling standards, such as dividend yield adjustments and industry-standard Greek scaling. While the bundle contains complex meta-instructions and behavior-shaping prompts for the AI agent, these are clearly aligned with ensuring the accuracy and physical plausibility of generated quantitative finance code. No indicators of data exfiltration, malicious execution, or unauthorized persistence were found.